+87.3%
PCG vs CNP
+1,874.4%
-1,787.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.7% | -2.6% |
| 7D | -1.6% | -4.2% | +2.6% | 0.0% |
| 30D | +1.4% | +5.5% | -4.1% | -0.8% |
| 3M | -23.4% | +0.6% | -24.0% | -23.7% |
| 6M | -19.4% | -2.8% | -16.5% | -18.6% |
| YTD | -18.5% | +7.9% | -26.3% | -20.8% |
| 1Y | -19.5% | +6.7% | -26.2% | -21.5% |
| 3Y | -21.0% | +61.1% | -82.1% | -34.3% |
| 5Y | +13.7% | +73.0% | -59.2% | -7.7% |
| 10Y | -77.2% | +141.9% | -219.0% | -83.6% |
| All | +87.3% | +1,874.4% | -1,787.1% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CNP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling